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Item Details
Title: STATISTICS AND ECONOMETRIC MODELS
Volume: v.1
By: Christian Gourieroux, Alain Monfort, Peter C. B. Phillips
Format: Paperback

List price: £37.99
Our price: £33.24
Discount:
12.5% off
You save: £4.75
ISBN 10: 0521477441
ISBN 13: 9780521477444
Availability: Usually dispatched within 1-3 weeks.
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Stock: Currently 0 available
Publisher: CAMBRIDGE UNIVERSITY PRESS
Pub. date: 26 October, 1995
Series: Themes in Modern Econometrics
Pages: 524
Translated from: French
Description: This is the first volume in a major two-volume set of advanced texts in econometrics.
Synopsis: This is the first volume in a major two-volume set of advanced texts in econometrics. It is essentially a text in statistics which is adapted to deal with economic phenomena. Christian Gourieroux and Alain Monfort have written a text which synthesises a great deal of material scattered across a variety of books and journals. They present both the basic and the more sophisticated statistical models which are crucial to an understanding of econometric models, and have taken care to employ mathematical tools with which a majority of students with a basic course in econometrics will be familiar. One of the most attractive features of the books is the liberal use throughout of real-world economic examples. They are also distinctive for their emphasis on promoting an intuitive understanding of the models and results at the expense of overly technical discussions.
Illustrations: 16 b/w illus. 5 tables
Publication: UK
Imprint: Cambridge University Press
Returns: Returnable
Some other items by this author:
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CONTAGION PHENOMENA WITH APPLICATIONS IN FINANCE
CONTAGION PHENOMENA WITH APPLICATIONS IN FINANCE
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CONTAGION PHENOMENA WITH APPLICATIONS IN FINANCE (HB)
ECONOMETRICS OF QUALITATIVE DEPENDENT VARIABLES
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ECONOMETRICS OF QUALITATIVE DEPENDENT VARIABLES (PB)
FINANCIAL ECONOMETRIC MODELING
FINANCIAL ECONOMETRICS
FINANCIAL ECONOMETRICS (HB)
FINANCIAL ECONOMETRICS PROBLEMS, MODELS, AND METHODS (PB)
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GENERALIZED METHOD OF MOMENTS ESTIMATION (HB)
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GRANULARITY THEORY WITH APPLICATIONS TO FINANCE AND INSURANCE (HB)
GRANULARITY THEORY WITH APPLICATIONS TO FINANCE AND INSURANCE (PB)
INTRODUCTION TO THE MATHEMATICAL AND STATISTICAL FOUNDATIONS OF ECONOMETRICS (PB)
MATRIX ALGEBRA (PB)
MODELS, METHODS AND APPLICATIONS OF ECONOMETRICS (HB)
NONPARAMETRIC ECONOMETRICS (PB)
REDUCED FORMS OF RATIONAL EXPECTATIONS MODELS
REDUCED FORMS OF RATIONAL EXPECTATIONS MODELS
REDUCED FORMS OF RATIONAL EXPECTATIONS MODELS
REDUCED FORMS OF RATIONAL EXPECTATIONS MODELS (HB)
REDUCED FORMS OF RATIONAL EXPECTATIONS MODELS (PB)
SEMIPARAMETRIC REGRESSION FOR THE APPLIED ECONOMETRICIAN (PB)
SIMULATION-BASED ECONOMETRIC METHODS (HB)
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STATISTICS AND ECONOMETRIC MODELS 2 VOLUME SET
STATISTICS AND ECONOMETRIC MODELS: VOLUME 1, GENERAL CONCEPTS, ESTIMATION, PREDICTION AND ALGORITHMS
STATISTICS AND ECONOMETRIC MODELS: VOLUME 1, GENERAL CONCEPTS, ESTIMATION, PREDICTION AND ALGORITHMS (HB)
STATISTICS AND ECONOMETRIC MODELS: VOLUME 2, TESTING, CONFIDENCE REGIONS, MODEL SELECTION AND ASYMPTOTIC THEORY
STATISTICS AND ECONOMETRIC MODELS: VOLUME 2, TESTING, CONFIDENCE REGIONS, MODEL SELECTION AND ASYMPTOTIC THEORY (HB)
THE ECONOMETRICS OF INDIVIDUAL RISK
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THE ECONOMETRICS OF INDIVIDUAL RISK (PB)
TIME SERIES AND DYNAMIC MODELS
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